Anic Equity¶

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Total return since start: 0.554 %¶

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Equity now: -----------------------------> 47461.45 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46063.46 Kr¶

PnL: ---------------------------------------> -825.11 Kr¶

DD now: ---------------------------------> -2.403 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 12:34:34.865286'

Anic Portfolio¶

Today¶

Return: 0.32 %¶

This Week¶

Return: -0.942 %¶

Total¶

Return: 55.377 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.960000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 0.510000 2786.000000 150.000000 5.690000 2636.000010
HMS Networks 2 -1.320000 780.400000 107.400000 15.960000 673.000000
Nordea Bank Abp 29 1.630000 3540.320000 86.320000 2.500000 3453.999992
SAAB B 8 -0.440000 3428.000000 51.000000 1.510000 3377.000000
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Samhällsbyggnadsbo. i Norden B 20 1.330000 395.000000 40.000000 11.270000 355.000000
Boozt 12 1.290000 1693.200000 39.200000 2.370000 1653.999996
Resurs Holding 22 1.850000 604.780000 30.780000 5.360000 573.999998
Corem Property Group B 59 0.890000 604.160000 27.160000 4.710000 576.999999
Swedbank A 3 1.720000 585.750000 21.750000 3.860000 564.000000
AcadeMedia 12 -0.330000 576.720000 19.720000 3.540000 557.000004
Intrum 4 -0.040000 544.600000 17.600000 3.340000 527.000000
Securitas B 6 1.870000 586.920000 16.920000 2.970000 570.000000
OEM International B 7 -0.380000 543.900000 15.900000 3.010000 527.999997
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 -0.230000 552.640000 9.640000 1.780000 543.000000
Fastighetsbolag. Emilshus Pref 21 -0.910000 570.150000 8.150000 1.450000 562.000005
Creaspac SPAC 6 0.520000 583.800000 6.800000 1.180000 577.000002
Samhällsbyggnadsbo. i Norden D 12 2.240000 252.240000 6.240000 2.540000 246.000000
Coor Service Management Hold. 8 0.070000 536.000000 4.000000 0.750000 532.000000
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Handelsbanken A 5 0.740000 544.000000 -2.000000 -0.370000 546.000000
CTEK 13 -2.960000 514.930000 -19.070000 -3.570000 533.999999
Midsona B 63 -0.780000 563.850000 -19.150000 -3.280000 582.999984
International Petroleum Corp. 5 3.990000 574.000000 -20.570000 -3.460000 594.565215
Essity B 2 -0.760000 545.000000 -29.000000 -5.050000 574.000000
Essity A 4 -0.550000 1092.000000 -57.000000 -4.960000 1149.000000
Sampo Oyj SDB 7 0.740000 3787.000000 -63.000000 -1.640000 3850.000000
Vivesto 1368 -1.230000 547.200000 -65.800000 -10.730000 612.999432
Fasadgruppen Group 35 1.940000 3682.000000 -129.000000 -3.380000 3810.999990
OX2 18 0.820000 1430.100000 -233.900000 -14.060000 1663.999992
Beijer Electronics Group 26 -2.600000 2730.000000 -241.000000 -8.110000 2971.000006
Axfood 13 0.490000 3485.300000 -270.700000 -7.210000 3756.000001
Ovzon 52 -0.750000 2756.000000 -606.000000 -18.020000 3361.999992
TOTAL 46063.460000 -825.110000 -2.40272% 46888.564618

Updated:¶

'2023-01-27 12:34:47.719438'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶